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Compare investment strategies

Highly Diversified Meta Strategy with KMLM and Hedges vs 50/50 Hedged Rotation and TQQQ Dip-Buy

Every published figureShow 43 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

leveraged/inverse etfs, momentum + mean reversion, risk‑on/risk‑off, tactical multi‑strategy, trend following, volatility hedging

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

0.05

—

Beta vs SPY, out-of-sample (out-of-sample)

1.96

—

Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

58.03

—

Annualized turnover, out-of-sample period (out-of-sample)

56.65

—

Daily win rate, backtest period (backtest)

55.96%

—

Daily win rate, out-of-sample period (out-of-sample)

53.35%

—

Backtest

Backtest final value (from $10,000)

$128k

—

Backtest regulatory fees

$386

—

Backtest slippage cost

$3,061

—

Returns

Backtest length

1,006

—

Out-of-sample length

523

—

Return, backtest period (annualized) (backtest)

89.31%

—

Return, backtest period (cumulative) (backtest)

1181%

—

Return, out-of-sample period (annualized) (out-of-sample)

42.60%

3.62%

Return, out-of-sample period (cumulative) (out-of-sample)

109.17%

2.81%

Return, trailing 1 day (out-of-sample)

0.67%

—

Return, trailing 1 month (out-of-sample)

5.98%

0.34%

Return, trailing 1 week (out-of-sample)

-0.40%

—

Return, trailing 1 year (backtest)

12.53%

—

Return, trailing 1 year (out-of-sample)

12.53%

86.44%

Return, trailing 2 weeks (out-of-sample)

0.84%

—

Return, trailing 3 months (out-of-sample)

7.90%

0.95%

SPY annualized return over the backtest window (backtest)

21.46%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.82

—

Calmar ratio, out-of-sample period (out-of-sample)

1.35

331.36

Maximum drawdown, backtest period (backtest)

-31.65%

—

Maximum drawdown, out-of-sample period (out-of-sample)

-31.65%

-0.01%

Sharpe ratio, backtest period (backtest)

1.93

—

Sharpe ratio, out-of-sample period (out-of-sample)

1.07

18.06

Sortino ratio, backtest period (backtest)

3.25

—

Sortino ratio, out-of-sample period (out-of-sample)

1.78

—

Standard deviation, backtest period (backtest)

36.49%

—

Standard deviation, out-of-sample period (out-of-sample)

40.57%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.19

—

Construction

Logic complexity (node count)

964

—

Rebalance corridor width

10.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

—

Watchers

—

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources